Reference health
Repo Haircuts and Economic Capital: A Theory of Repo Pricing
14/14 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 14 checked references that resolve
resolves10.1016/j.red.2019.05.002
The use of collateral in bilateral repurchase and securities lending agreements
resolves10.1239/aap/1409319559
A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering
resolves10.1111/j.1540-6261.2004.00666.x
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
The 19 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref3
no DOI — not checkedBIS Committee on the Global Financial System (CGFS
no DOI — not checkedMinimum Haircut Floors for Securities Financing Transactions
no DOI — not checkedref10
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedref13
no DOI — not checkedWhat Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March
no DOI — not checkedCommon Failings: How Corporate Defaults Are Correlated
no DOI — not checkedRegulatory framework for haircuts on non-centrally cleared securities financing transactions
no DOI — not checkedThe Flight from Maturity
no DOI — not checkedref22
no DOI — not checkedTri-party Repo Pricing
no DOI — not checkedHaircutting Non-cash Collateral
no DOI — not checkedref28
no DOI — not checkedThe Fair Basis, Risk
no DOI — not checkedref30
no DOI — not checkedStandard & Poor's (S&P
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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